You cant get a modem to support two different connection types, its one or the other.
I think you are meaning a router as a modem makes no difference about torrents and external hard dives.
A modem just converts your adsl, fiber, coax to Ethernet, a router provides addresses and logic to allow you to hookup multiple computers to the 1 internet connection. Now there are combo router/modems so that is probably what is causing the confusion.